Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16.05.2024 0.50% 10.20 CHF 10.25 CHF 18'391 18'391 18'221 18'221 185'235 CHF 186'147 CHF 100.00% 100.00%
15.05.2024 0.32% 10.00 CHF 10.05 CHF 18'509 18'509 18'611 18'611 178'072 CHF 178'632 CHF 99.87% 99.87%
14.05.2024 0.33% 9.25 CHF 9.28 CHF 19'007 19'007 18'846 18'846 173'515 CHF 174'080 CHF 99.58% 99.58%
13.05.2024 0.34% 9.00 CHF 9.03 CHF 19'141 19'141 18'950 18'950 170'628 CHF 171'197 CHF 100.00% 100.00%
10.05.2024 0.32% 9.02 CHF 9.05 CHF 19'100 19'100 18'710 18'710 174'496 CHF 175'058 CHF 99.94% 99.94%
08.05.2024 0.37% 8.31 CHF 8.34 CHF 19'619 19'619 19'539 19'539 159'755 CHF 160'342 CHF 100.00% 100.00%
07.05.2024 0.37% 8.23 CHF 8.26 CHF 19'733 19'733 19'538 19'538 160'599 CHF 161'186 CHF 99.98% 99.98%
06.05.2024 0.37% 8.16 CHF 8.19 CHF 19'776 19'776 19'639 19'639 158'914 CHF 159'504 CHF 99.71% 99.71%
03.05.2024 0.40% 7.33 CHF 7.36 CHF 20'455 20'455 20'216 20'216 151'382 CHF 151'989 CHF 96.34% 96.34%
02.05.2024 0.41% 7.64 CHF 7.67 CHF 20'127 20'127 20'113 20'113 149'417 CHF 150'021 CHF 99.70% 99.70%

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